Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
17.12.2021 | 27.26% | 0.04 | 0.05 | 1'000'000 | 250'000 | 903'297 | 307'504 | 35'318 | 18'104 | 97.15% | 97.15% |
16.12.2021 | 9.27% | 0.14 | 0.15 | 375'000 | 375'000 | 501'090 | 410'602 | 51'681 | 47'937 | 98.61% | 98.61% |
15.12.2021 | 37.54% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'862 | 21'952 | 7'985 | 99.64% | 99.85% |
14.12.2021 | 14.33% | 0.03 | 0.04 | 1'000'000 | 250'000 | 718'585 | 346'604 | 48'627 | 28'799 | 98.39% | 98.39% |
13.12.2021 | 11.94% | 0.07 | 0.08 | 775'000 | 400'000 | 646'417 | 331'122 | 50'903 | 29'381 | 99.58% | 99.58% |
10.12.2021 | 13.75% | 0.07 | 0.08 | 775'000 | 400'000 | 745'420 | 383'499 | 50'485 | 29'821 | 99.88% | 99.88% |
09.12.2021 | 10.95% | 0.09 | 0.10 | 575'000 | 300'000 | 588'642 | 340'023 | 50'863 | 33'416 | 99.87% | 99.87% |
08.12.2021 | 9.44% | 0.09 | 0.10 | 575'000 | 300'000 | 505'275 | 426'752 | 51'087 | 48'236 | 99.54% | 99.54% |
07.12.2021 | 10.84% | 0.09 | 0.10 | 575'000 | 300'000 | 588'169 | 416'167 | 51'364 | 42'450 | 98.59% | 98.59% |